Numerical Solution of Initial-Value Problems in Differential-Algebraic Equations (Classics in Applied Mathematics, Series Number 14)

Brenan, K. E.; Campbell, S. L.; Petzold, L. R.

ISBN 10: 0898713536 / ISBN 13: 9780898713534

Published by Society for Industrial and Applied Mathematics, 1987

About this Item

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Bibliographic Details

• Title: Numerical Solution of Initial-Value Problems in Differential-Algebraic Equations (Classics in Applied Mathematics, Series Number 14)
• Publisher: Society for Industrial and Applied Mathematics
• Publication Date: 1987
• Language: English
• ISBN 10: 0898713536
• ISBN 13: 9780898713534
• Binding: Soft cover
• Edition: 2nd Edition
• Condition: good

About this title

Synopsis

Many physical problems are most naturally described by systems of differential and algebraic equations. This book describes some of the places where differential-algebraic equations (DAE's) occur. The basic mathematical theory for these equations is developed and numerical methods are presented and analyzed. Examples drawn from a variety of applications are used to motivate and illustrate the concepts and techniques. This classic edition, originally published in 1989, is the only general DAE book available. It not only develops guidelines for choosing different numerical methods, it is the first book to discuss DAE codes, including the popular DASSL code. An extensive discussion of backward differentiation formulas details why they have emerged as the most popular and best understood class of linear multistep methods for general DAE's. New to this edition is a chapter that brings the discussion of DAE software up to date.

Review

'[This book] is indisputably the best existing book on DAEs. It has structured the most important results on solvability properties, numerical methods, and software for DAEs. It is well written and describes difficulties with DAEs in a comprehensible way. It does not require any prior knowledge of the subject by the reader. The book is recommended to anyone who wants an introduction to DAEs. It is also a book that everyone who performs reseach on DAEs should have.' Anders Barrlund, OPTIMA